Inference for dynamic and latent variable models via iterated, perturbed Bayes maps EL Ionides, D Nguyen, Y Atchadé, S Stoev, AA King Proceedings of the National Academy of Sciences 112 (3), 719-724, 2015 | 186 | 2015 |
Semi-parametric estimation of the long-range dependence parameter: A survey JM Bardet, G Lang, G Oppenheim, A Philippe, S Stoev, MS Taqqu Theory and applications of long-range dependence 557, 577, 2003 | 175 | 2003 |
Simulation methods for linear fractional stable motion and FARIMA using the Fast Fourier Transform S Stoev, MS Taqqu Fractals 12 (01), 95-121, 2004 | 173 | 2004 |
On the wavelet spectrum diagnostic for Hurst parameter estimation in the analysis of Internet traffic S Stoev, MS Taqqu, C Park, JS Marron Computer Networks 48 (3), 423-445, 2005 | 145 | 2005 |
LASS: a tool for the local analysis of self-similarity S Stoev, MS Taqqu, C Park, G Michailidis, JS Marron Computational statistics & data analysis 50 (9), 2447-2471, 2006 | 119 | 2006 |
How rich is the class of multifractional Brownian motions? SA Stoev, MS Taqqu Stochastic processes and their applications 116 (2), 200-221, 2006 | 113 | 2006 |
Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes SA Stoev, MS Taqqu Extremes 8 (4), 237-266, 2005 | 95 | 2005 |
Estimation of the self-similarity parameter in linear fractional stable motion S Stoev, V Pipiras, MS Taqqu Signal Processing 82 (12), 1873-1901, 2002 | 88 | 2002 |
Conditional sampling for spectrally discrete max-stable random fields Y Wang, SA Stoev Advances in Applied Probability 43 (2), 461-483, 2011 | 82 | 2011 |
On the structure and representations of max-stable processes Y Wang, SA Stoev Advances in Applied Probability 42 (3), 855-877, 2010 | 74 | 2010 |
On the ergodicity and mixing of max-stable processes SA Stoev Stochastic processes and their Applications 118 (9), 1679-1705, 2008 | 72 | 2008 |
Stochastic properties of the linear multifractional stable motion S Stoev, MS Taqqu Advances in applied probability 36 (4), 1085-1115, 2004 | 69 | 2004 |
Estimating heavy-tail exponents through max self–similarity SA Stoev, G Michailidis, MS Taqqu IEEE Transactions on Information Theory 57 (3), 1615-1636, 2011 | 50 | 2011 |
Path properties of the linear multifractional stable motion S Stoev, MS Taqqu Fractals 13 (02), 157-178, 2005 | 46 | 2005 |
Strengths and limitations of the wavelet spectrum method in the analysis of internet traffic S Stoev, M Taqqu, C Park, JS Marron Preprint, 2004 | 37 | 2004 |
Ergodic properties of sum-and max-stable stationary random fields via null and positive group actions Y Wang, P Roy, SA Stoev | 36 | 2013 |
AMON: An open source architecture for online monitoring, statistical analysis, and forensics of multi-gigabit streams M Kallitsis, SA Stoev, S Bhattacharya, G Michailidis IEEE Journal on Selected Areas in Communications 34 (6), 1834-1848, 2016 | 34 | 2016 |
On global modeling of backbone network traffic S Stoev, G Michailidis, J Vaughan 2010 Proceedings IEEE INFOCOM, 1-5, 2010 | 33 | 2010 |
Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations S Stoev, MS Taqqu Journal of Time Series Analysis 26 (2), 211-249, 2005 | 32 | 2005 |
Probabilities of concurrent extremes C Dombry, M Ribatet, S Stoev Journal of the American Statistical Association 113 (524), 1565-1582, 2018 | 30 | 2018 |